+117.5%
LSCC vs DUOL
+3.5%
+114.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +2.5% |
| 7D | +5.2% | -7.8% | +13.0% | +6.9% |
| 30D | -9.6% | +11.8% | -21.5% | -12.5% |
| 3M | -17.8% | +24.1% | -41.9% | -23.4% |
| 6M | +37.4% | +43.6% | -6.2% | +21.9% |
| YTD | +59.7% | -16.6% | +76.3% | +60.9% |
| 1Y | +76.2% | -46.0% | +122.3% | +94.7% |
| 3Y | +28.2% | -6.5% | +34.6% | +13.3% |
| 5Y | +87.2% | -7.4% | +94.6% | +39.9% |
| All | +117.5% | +3.5% | +114.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling